+2,974.4%
DOC vs IFF
+856.0%
+2,118.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.5% | -1.8% | +0.3% | -0.8% |
| 30D | -4.8% | -2.0% | -2.8% | -4.1% |
| 3M | +6.9% | +18.5% | -11.7% | -0.6% |
| 6M | +20.7% | +11.7% | +9.1% | +14.6% |
| YTD | +34.1% | +29.6% | +4.6% | +19.6% |
| 1Y | +22.6% | +35.0% | -12.3% | +7.3% |
| 3Y | +20.8% | +32.3% | -11.4% | +4.9% |
| 5Y | -24.9% | -34.6% | +9.7% | -17.4% |
| 10Y | -1.8% | -20.6% | +18.8% | -4.3% |
| All | +2,974.4% | +856.0% | +2,118.3% | +1,368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling